+9,359.7%
FTNT vs MDLZ
+411.2%
+8,948.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.7% |
| 7D | +1.7% | 0.0% | +1.8% | +1.7% |
| 30D | -4.3% | +1.4% | -5.7% | -5.0% |
| 3M | +13.6% | 0.0% | +13.6% | +12.7% |
| 6M | +87.6% | +9.1% | +78.4% | +77.1% |
| YTD | +98.0% | +17.9% | +80.0% | +78.7% |
| 1Y | +96.9% | +3.2% | +93.7% | +89.2% |
| 3Y | +145.4% | -2.5% | +147.9% | +135.2% |
| 5Y | +153.0% | +17.6% | +135.4% | +117.1% |
| 10Y | +2,098.3% | +87.9% | +2,010.3% | +1,341.5% |
| All | +9,359.7% | +411.2% | +8,948.5% | +2,957.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling